Investment Portfolio Model Based on Attention

  • Zongsheng Wang
Conference paper
Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 161)


Markowitz portfolio theory is the core of microfinance, but modern stock market is increasingly reflected in a attention market. The modification and development of original theory model is to generate attention constraints from portfolio model, which is the theoretic basis of regulating stock market.


attention constraints investment portfolio efficiency frontier 


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. 1.
    Li, Z., Wang, S.: EaR Risk Measurement and Dynamic Investment Decision. Quantitative and Technical Economics (1) (2003)Google Scholar
  2. 2.
    Chenshou, Deng, X., Wang, S., Liu, W.: Impact on the Efficient Frontier of Portfolio Varying Capital Structure. Chinese Journal of Management Science (1) (2001)Google Scholar
  3. 3.
    Tang, X., Pan, J.: The effective frontier assurance of portfolio on no condition of cost of short selling. Forecasting (5) (1995)Google Scholar
  4. 4.
    Liu, H., Fan, Z., Pan, D.: The optimal selection of portfolio with transaction costs. Journal of Management Science (2) (1999)Google Scholar
  5. 5.
    Liu, S., Qiu, W., Wang, S.: Universal Portfolio selection with transaction costs. Theory & Practice (1) (2003)Google Scholar

Copyright information

© Springer-Verlag GmbH Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.School of EconomicsTianjin Polytechnic UniversityTianjinChina

Personalised recommendations